-51.4%
FPS vs TNA
-13.1%
-38.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.9% |
| 7D | +13.6% | +3.7% | +9.8% | +11.1% |
| 30D | -32.4% | +4.4% | -36.7% | -33.9% |
| 3M | -41.1% | -26.7% | -14.4% | -20.1% |
| 6M | -51.4% | -12.8% | -38.6% | -43.2% |
| All | -51.4% | -13.1% | -38.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling